I haven't been able to prove this well yet but I got the dyson air purifier and it seems to have done really well at reducing my hey fever. Even when leaving home it seems to be not much of an issue. Possibly just reducing the allergens in the air for most of the time makes it not an issue when I experience them outside for short periods.
The pollen comes in through the windows and gets me hard. While I'm at home I have no issues, when I go outside I start to get hit with them but by the time it's really kicking in I'm usually on my way home again anyway.
It's hard to actually prove the air filter did anything since a lot of factors for me have changed since last season but this year I am affected far less than I was last and not feeling any effects right now while some coworkers are.